-37.8%
U vs LULU
-67.3%
+29.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +1.7% |
| 7D | +4.4% | -16.9% | +21.3% | +16.0% |
| 30D | -1.3% | -22.0% | +20.7% | +13.9% |
| 3M | +49.6% | -17.8% | +67.4% | +66.1% |
| 6M | +100.2% | -41.3% | +141.4% | +174.1% |
| YTD | -3.7% | -52.0% | +48.3% | +52.3% |
| 1Y | -6.5% | -39.8% | +33.3% | +24.0% |
| 3Y | +12.9% | -74.8% | +87.7% | +148.9% |
| 5Y | -68.3% | -76.3% | +8.0% | -28.9% |
| All | -37.8% | -67.3% | +29.5% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LULU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling